Assessment - FTSE 100 Index - 2/26/18 - RS = 16
⇐
⇓ instrument
freshest
⇓ Δday
2/26/18
⇓ Δwk
11/06/17
prc diff
⇓ Δ16
∅-RS
FTSE
8,210.250
8/12
0.52
7,289.580
7,562.280
-272.700
-3.61
-1.79
Ocado
376.700
8/12
0.72
526.600
280.700
245.900
87.60
74.87
L
Anglo American
2,232.500
8/12
0.29
1,843.600
1,508.000
335.600
22.25
42.98
Glencore
410.250
8/12
1.27
401.400
375.950
25.450
6.77
19.12
L
Hargreaves Lansdown
1,102.000
8/12
1,734.000
1,576.000
158.000
10.03
18.50
Ashtead
5,152.000
8/12
-0.43
2,070.000
1,963.000
107.000
5.45
18.17
Rio Tinto
4,942.000
8/12
0.56
4,064.000
3,773.500
290.500
7.70
16.98
S
Croda
3,829.000
8/12
-0.05
4,548.000
4,243.000
305.000
7.19
15.52
S
B&M
444.600
8/12
-2.22
421.000
410.900
10.100
2.46
15.31
S
Unite
934.000
8/12
-1.11
789.000
720.500
68.500
9.51
14.86
Next
9,542.000
8/12
0.23
4,930.000
4,416.000
514.000
11.64
12.97
L
LSE Group
9,938.000
8/12
1.12
4,084.000
3,769.000
315.000
8.36
12.77
Scottish Mortgage
824.600
8/12
-0.17
466.600
456.200
10.400
2.28
12.74
Kingfisher
271.400
8/12
0.18
360.300
316.600
43.700
13.80
12.64
L
Segro
884.600
8/12
-0.96
586.000
547.000
39.000
7.13
12.45
S
Entain
580.400
8/12
3.98
904.500
905.000
-0.500
-0.06
11.25
Beazley
732.000
8/12
1.24
535.000
502.000
33.000
6.57
10.79
InterContinental Hot
7,228.000
8/12
-0.61
4,645.000
4,349.000
296.000
6.81
10.43
L
Tesco
333.500
8/12
0.91
260.930
223.630
37.300
16.68
10.32
Smurfit Kappa
3,058.000
8/12
0.07
2,506.000
2,370.000
136.000
5.74
9.37
Berkeley
5,070.000
8/12
1.00
3,862.000
3,711.000
151.000
4.07
9.27
Standard Chartered
722.000
8/12
0.92
829.000
718.600
110.400
15.36
9.01
L
Halma
2,527.000
8/12
0.04
1,228.000
1,229.000
-1.000
-0.08
8.38
L
Frasers
838.500
8/12
-0.42
374.100
388.400
-14.300
-3.68
8.24
L
3i Group
3,018.000
8/12
0.23
945.600
959.000
-13.400
-1.40
8.08
⇓ instrument
freshest
⇓ Δday
2/26/18
⇓ Δwk
11/06/17
prc diff
⇓ Δ16
∅-RS
S
RS Group
754.000
8/12
-0.40
639.400
701.000
-61.600
-8.79
7.92
F&C Investment Trust
1,026.000
8/12
655.000
636.500
18.500
2.91
7.82
Intertek
4,680.000
8/12
0.60
4,910.000
5,360.000
-450.000
-8.40
7.19
Hiscox
1,189.000
8/12
1.89
1,367.000
1,409.000
-42.000
-2.98
6.95
Pearson
1,034.500
8/12
-0.72
714.000
697.000
17.000
2.44
6.88
Rightmove
537.200
8/12
0.04
444.900
410.000
34.900
8.51
6.56
L
Coca-Cola HBC
2,708.000
8/12
0.89
2,472.000
2,631.000
-159.000
-6.04
6.53
L
JD Sports Fashion
120.350
8/12
-4.07
78.600
72.260
6.340
8.77
6.39
S
Flutter
14,685.000
8/12
-1.28
8,500.000
8,360.000
140.000
1.67
4.85
S
Spirax-Sarco
7,715.000
8/12
0.72
5,650.000
5,770.000
-120.000
-2.08
4.21
Phoenix
538.000
8/12
0.47
714.909
689.280
25.629
3.72
4.20
L
Schroders
337.200
8/12
-0.12
586.500
591.600
-5.100
-0.86
3.92
L
British Land
395.000
8/12
-0.40
650.200
600.500
49.700
8.28
3.65
Barclays
220.100
8/12
0.85
208.500
182.000
26.500
14.56
3.09
Weir Group
1,904.000
8/12
0.79
1,994.000
2,010.000
-16.000
-0.80
3.06
Shell
2,799.000
8/12
0.83
2,278.500
2,458.000
-179.500
-7.30
3.06
L
Rentokil Initial
469.000
8/12
1.01
292.000
325.000
-33.000
-10.15
3.03
Johnson Matthey
1,577.000
8/12
0.06
3,152.000
3,467.000
-315.000
-9.09
2.95
J Sainsbury
269.600
8/12
0.67
256.800
234.300
22.500
9.60
2.84
L
NatWest
334.600
8/12
0.48
268.100
277.400
-9.300
-3.35
2.68
Prudential
635.400
8/12
0.41
1,839.000
1,856.000
-17.000
-0.92
2.41
L
Lloyds Bank
56.800
8/12
-0.28
68.550
67.800
0.750
1.11
1.95
Antofagasta
1,879.500
8/12
1.79
912.000
989.000
-77.000
-7.79
1.89
S
Diageo
2,451.500
8/12
1.03
2,487.000
2,597.500
-110.500
-4.25
1.89
L
Smiths Group
1,743.000
8/12
0.52
1,595.000
1,570.000
25.000
1.59
1.62
⇓ instrument
freshest
⇓ Δday
2/26/18
⇓ Δwk
11/06/17
prc diff
⇓ Δ16
∅-RS
BP
439.600
8/12
1.35
480.850
521.100
-40.250
-7.72
1.60
DS Smith
444.000
8/12
1.19
485.200
527.000
-41.800
-7.93
1.53
L
Persimmon
1,577.500
8/12
0.03
2,488.000
2,870.000
-382.000
-13.31
1.36
L
HSBC
643.900
8/12
0.22
721.400
732.900
-11.500
-1.57
0.92
S
Whitbread
2,814.000
8/12
-1.44
3,914.000
3,684.000
230.000
6.24
0.80
S
Legal & General
225.600
8/12
0.53
262.300
271.000
-8.700
-3.21
0.74
Melrose
486.700
8/12
0.19
676.500
656.700
19.800
3.02
0.66
Informa
807.800
8/12
1.03
686.800
709.000
-22.200
-3.13
0.39
Int Cons Airlines
166.450
8/12
-0.06
602.800
619.500
-16.700
-2.70
0.37
L
Taylor Wimpey
158.000
8/12
0.54
192.200
202.800
-10.600
-5.23
-0.46
Admiral Group
2,698.000
8/12
0.86
1,934.000
1,864.000
70.000
3.76
-0.50
L
Experian
3,524.000
8/12
1.18
1,575.000
1,612.000
-37.000
-2.30
-0.52
L
Auto Trader
797.800
8/12
0.81
366.000
345.600
20.400
5.90
-1.28
L
St. James´s Place
691.000
8/12
-1.22
1,144.000
1,182.000
-38.000
-3.21
-1.32
Compass Group
2,354.000
8/12
0.90
1,552.500
1,653.000
-100.500
-6.08
-1.45
S
Sage Group
1,005.500
8/12
1.03
695.600
764.000
-68.400
-8.95
-1.59
Rolls-Royce
486.700
8/12
0.35
849.800
981.000
-131.200
-13.37
-1.79
L
AstraZeneca
12,780.000
8/12
0.63
4,813.500
5,131.000
-317.500
-6.19
-2.02
Smith and Nephew
1,156.000
8/12
-0.86
1,276.500
1,406.000
-129.500
-9.21
-2.56
Aviva
484.200
8/12
0.35
502.000
507.000
-5.000
-0.99
-2.95
Mondi
1,423.000
8/12
-0.42
1,885.500
1,835.000
50.500
2.75
-3.06
DCC
5,135.000
8/12
-0.29
6,815.000
7,290.000
-475.000
-6.52
-4.62
BAE Systems
1,303.500
8/12
2.04
577.600
585.000
-7.400
-1.26
-4.79
L
Vodafone
74.440
8/12
0.87
205.550
218.850
-13.300
-6.08
-5.29
Ass Brit Foods
2,435.000
8/12
-0.90
2,726.000
3,343.000
-617.000
-18.46
-6.56
⇓ instrument
freshest
⇓ Δday
2/26/18
⇓ Δwk
11/06/17
prc diff
⇓ Δ16
∅-RS
Land Securities
615.500
8/12
-0.73
943.200
960.000
-16.800
-1.75
-6.63
WPP Group
690.200
8/12
1.68
1,381.500
1,319.000
62.500
4.74
-7.45
L
Barratt Developments
524.600
8/12
0.15
551.200
657.500
-106.300
-16.17
-7.47
L
Unilever Plc
4,714.000
8/12
-0.34
3,831.500
4,256.000
-424.500
-9.97
-8.14
Fresnillo
540.000
8/12
0.93
1,332.000
1,306.000
26.000
1.99
-8.20
RELX
3,531.000
8/12
0.57
1,502.000
1,731.000
-229.000
-13.23
-8.27
L
Abrdn
152.950
8/12
2.51
371.000
429.200
-58.200
-13.56
-8.42
CRH (L)
6,416.000
8/12
-1.35
2,473.000
2,764.000
-291.000
-10.53
-9.23
S
Burberry Group
671.000
8/12
-2.02
1,546.500
1,964.000
-417.500
-21.26
-10.56
L
SSE
1,878.000
8/12
0.86
1,253.500
1,374.000
-120.500
-8.77
-10.61
L
BAT
2,801.000
8/12
4,464.500
4,959.000
-494.500
-9.97
-11.37
S
Bunzl
3,202.000
8/12
0.50
1,975.000
2,324.000
-349.000
-15.02
-11.75
GSK
1,572.000
8/12
0.42
1,310.570
1,370.510
-59.940
-4.37
-12.74
ConvaTec
231.600
8/12
-0.17
212.000
188.900
23.100
12.23
-14.56
L
BT Group
141.500
8/12
8.43
242.800
252.300
-9.500
-3.77
-14.88
Reckitt Benckiser
4,180.000
8/12
5,980.000
6,546.000
-566.000
-8.65
-15.71
S
National Grid
978.400
8/12
-0.04
765.700
920.000
-154.300
-16.77
-17.99
Centrica
127.300
8/12
3.29
143.900
169.900
-26.000
-15.30
-19.07
S
Severn Trent
2,514.000
8/12
-0.63
1,780.000
2,185.000
-405.000
-18.54
-19.28
L
Imperial Brands
2,134.000
8/12
0.38
2,634.500
3,085.000
-450.500
-14.60
-20.67
S
United Utilities
988.800
8/12
-0.12
688.000
840.000
-152.000
-18.10
-21.65
L
Airtel Africa
110.000
8/12
-0.63
-na-
Endeavour Mining
1,567.000
8/12
1.89
2,209.000
-na-
Haleon
373.200
8/12
-1.01
-na-
S
M&G
203.900
8/12
1.09
-na-
⇓ instrument
freshest
⇓ Δday
2/26/18
⇓ Δwk
11/06/17
prc diff
⇓ Δ16
∅-RS
Pershing Square
3,534.000
8/12
-0.79
970.000
1,028.000
-58.000
-5.64
-na-
FTSE - 96 out of 100 instruments rated - 2/26/18 / 11/06/17 - 39 did rise, Market-Ratio(16) = 40.63 %
Stock Exchange Currency: GBP £ Pound sterling
Technical Chart
Transactions FTSE 100 Index * A16 - 64/25 (1)
⇐
L/S date buy date sell days instrument spl pieces prc buy prc sell ps short prc diff d % asset yield
1/02/06
6/19/06
168
- cash -
short
6/19/06
9/04/06
77
Carnival
100
455
21.940
22.800
21.080
-0.860
-4
9,609
-17
long
9/04/06
7/30/07
329
LSE Group
100
869
11.054
12.288
1.234
11
10,681
12
short
7/30/07
2/16/09
567
Taylor Wimpey
100
4,690
2.277
0.133
39.040
36.763
1,614
183,097
523
long
2/16/09
7/05/10
504
Randgold Res
100
5,628
32.530
61.250
28.720
88
344,734
58
short
7/05/10
9/06/10
63
BP
100
103,430
3.333
4.065
2.601
-0.732
-22
269,023
-76
long
9/06/10
8/08/11
336
Croda
100
18,905
14.230
17.700
3.470
24
334,623
27
short
8/08/11
11/28/11
112
Lloyds Bank
100
1,019,881
0.328
0.237
0.455
0.127
39
463,740
190
long
11/28/11
6/04/12
189
Next
100
17,414
26.630
29.930
3.300
12
521,206
25
short
6/04/12
7/30/12
56
Aviva
100
192,753
2.704
2.990
2.418
-0.286
-11
466,079
-52
long
7/30/12
8/24/15
1120
Ashtead
100
178,779
2.607
8.830
6.223
239
1,578,621
49
short
8/24/15
5/09/16
259
Glencore
100
1,144,757
1.379
1.326
1.435
0.056
4
1,642,384
6
long
5/09/16
10/08/18
882
Fresnillo
100
158,073
10.390
7.780
-2.610
-25
1,229,813
-11
short
10/08/18
2/11/19
126
Fresnillo
100
158,073
7.780
9.696
5.864
-1.916
-25
926,945
-56
long
2/11/19
3/09/20
392
Micro Focus
100
55,175
16.800
5.924
-10.876
-65
326,862
-62
short
3/09/20
7/06/20
119
Micro Focus
100
55,175
5.924
4.387
8.000
2.076
35
441,378
151
long
7/06/20
3/07/22
609
Scottish Mortgage
100
49,151
8.980
8.560
-0.420
-5
420,734
-3
short
3/07/22
1/09/23
308
Polymetal
100
243,833
1.726
3.150
0.301
-1.425
-83
73,394
-87
long
1/09/23
8/21/23
224
Antofagasta
100
4,251
17.265
13.900
-3.365
-19
59,090
-30
short
8/21/23
12/11/23
112
Fresnillo
100
11,586
5.100
5.760
4.440
-0.660
-13
51,443
-36
long
12/11/23
8/12/24
245
Rolls-Royce
100
17,326
2.969
4.867
1.898
64
84,327
109
accum 6/19/06
8/12/24 6731
days out of 6899 invested (98%)
743
84,327
12
Instrument Related Contribution
instrument L/S date buy date sell days prc buy prc sell ps short prc diff d % total
Taylor Wimpey short 7/30/07 2/16/09 567 2.28 0.13 39.04 36.76 1,614.37 1,614.37
Ashtead long 7/30/12 8/24/15 1120 2.61 8.83 6.22 238.70 238.70
Randgold Res long 2/16/09 7/05/10 504 32.53 61.25 28.72 88.29 88.29
Rolls-Royce long 12/11/23 8/12/24 245 2.97 4.87 1.90 63.93 63.93
Lloyds Bank short 8/08/11 11/28/11 112 0.33 0.24 0.45 0.13 38.59 38.59
Croda long 9/06/10 8/08/11 336 14.23 17.70 3.47 24.39 24.39
Next long 11/28/11 6/04/12 189 26.63 29.93 3.30 12.39 12.39
LSE Group long 9/04/06 7/30/07 329 11.05 12.29 1.23 11.17 11.17
Glencore short 8/24/15 5/09/16 259 1.38 1.33 1.43 0.06 4.04 4.04
Carnival short 6/19/06 9/04/06 77 21.94 22.80 21.08 -0.86 -3.92 -3.92
Scottish Mortgage long 7/06/20 3/07/22 609 8.98 8.56 -0.42 -4.68 -4.68
Aviva short 6/04/12 7/30/12 56 2.70 2.99 2.42 -0.29 -10.58 -10.58
Antofagasta long 1/09/23 8/21/23 224 17.27 13.90 -3.37 -19.49 -19.49
BP short 7/05/10 9/06/10 63 3.33 4.07 2.60 -0.73 -21.96 -21.96
Fresnillo long 5/09/16 10/08/18 882 10.39 7.78 -2.61 -25.12
short 10/08/18 2/11/19 126 7.78 9.70 5.86 -1.92 -24.63
short 8/21/23 12/11/23 112 5.10 5.76 4.44 -0.66 -12.94 -50.86
Micro Focus long 2/11/19 3/09/20 392 16.80 5.92 -10.88 -64.74
short 3/09/20 7/06/20 119 5.92 4.39 8.00 2.08 35.04 -52.38
Polymetal short 3/07/22 1/09/23 308 1.73 3.15 0.30 -1.42 -82.56 -82.56
Annotations
4/20/23 Melrose reverse split 3:1 (one for three)
9/26/22 Schroders split 1:5 (five for one) + 3 bonus shares for 17 (is equivalent to a 17:20 split)
7/18/22 GlaxoSmithKline demergers OTC business -> Haleon
11/30/21 JD Sports stock split 1:5 (five for one)
5/28/21 FTSE Royal Mail returns for RSA Insurance (acquired by Tryg and Intact)
2/12/21 Tesco Stock split 19:15 (fifteen for nineteen) after 50.93 special dividend for proceeds from the sale of the Asia
business
8/31/18 Rightmove stock split 1:10 (ten for one)
7/02/18 FTSE Ocado replaces Old Mutual (spin off Quilter)
5/21/18 FTSE Melrose and Royal Mail replace GKN (acquired by Melrose) and Hammerson
1/19/18 FTSE component update:
Berkeley Group, DS Smith, Evraz, G4S, Halma, Just Eat, NMC Health and Segro replace
ConvaTec, Hikma, Intu Properties, Merlin, Provident Financial, Royal Mail and Worldpay
8/14/17 Standard Life merger with Aberdeen Asset Management completed
3/20/17 FTSE Rentokil Initial and Scottish Mortgage replace Capita and Dixons Carphone
2/14/17 FTSE machine learning processed for all techniques
12/19/16 FTSE ConvaTec and Smurfit Kappa replace Polymetal and Travis Perkins
10/04/16 SAB Miller acquired by AB InBev - deletion
9/19/16 FTSE Polymetal replaces Berkeley
9/05/16 FTSE Micro Focus ersetzt Arm Holdings (acquisition by Softbank)
7/11/16 FTSE Informa, Mediclinic, Paddy Power Betfair and Wm Morrison
replace Aberdeen Asset, Inmarsat, Rexam and Sports Direct
2/18/16 FTSE index changes applied:
Berkeley, DCC, Provident Financial, Rexam and Worldpay replace
G4S, Meggit, Morrison, BG and Weir
DCC recording started
8/26/15 FTSE complete analysis
6/22/15 FTSE Inmarsat replaces Aggreko
4/21/15 FTSE Merlin replaces Friends Life (acquiried by Aviva)
FTSE Hikma replaces Tullow
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